+3.0%
MCHP vs HCA
+71.9%
-68.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HCA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.2% |
| 7D | 0.0% | +5.4% | -5.4% | -1.7% |
| 30D | -6.0% | +3.0% | -9.0% | -7.1% |
| 3M | -19.7% | +13.0% | -32.7% | -23.8% |
| 6M | +14.0% | -20.3% | +34.3% | +23.1% |
| YTD | +18.4% | -8.2% | +26.7% | +20.6% |
| 1Y | +17.1% | +6.7% | +10.4% | +11.2% |
| 3Y | +0.7% | +60.4% | -59.7% | -23.3% |
| All | +3.0% | +71.9% | -68.9% | -29.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HCA.
Daily Out/Under-Performance
Portfolio return minus HCA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HCA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded HCA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling